+669.9%
GWW vs TMF
-82.1%
+752.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.0% |
| 7D | +3.6% | -9.3% | +12.8% | +2.6% |
| 30D | +12.1% | +1.9% | +10.2% | +12.4% |
| 3M | +12.9% | -11.2% | +24.1% | +11.7% |
| 6M | +19.3% | -17.7% | +37.0% | +17.2% |
| YTD | +48.7% | -24.5% | +73.2% | +45.0% |
| 1Y | +60.5% | -29.4% | +89.9% | +55.4% |
| 3Y | +93.3% | -33.4% | +126.7% | +89.4% |
| 5Y | +219.0% | -88.7% | +307.7% | +132.7% |
| All | +669.9% | -82.1% | +752.0% | +572.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling